Business cycle, expected return and momentum payoffs
Year of publication: |
2019
|
---|---|
Authors: | Chen, Jiun-Lin (Alex) ; Hwang, Hyoseok (David) |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 83-89
|
Subject: | Stock momentum | Macroeconomic factor | Business cycle | Konjunktur | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Schätzung | Estimation | Erwartungsbildung | Expectation formation | Anlageverhalten | Behavioural finance |
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